Finance without price dynamics
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 2003. === Includes bibliographical references (p. 115-118). === Traditional finance theory has addressed portfolio optimization and option pricing problems assuming specific price dynamics for securities. In this thesis we...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2005
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| Online Access: | http://hdl.handle.net/1721.1/29349 |